+74.5%
JEPQ vs CVE
+55.5%
+19.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -5.6% | -16.1% | +10.5% | -3.6% |
| 30D | -11.3% | -10.4% | -0.9% | -10.2% |
| 3M | -6.5% | -2.4% | -4.1% | -6.5% |
| 6M | -3.6% | -4.4% | +0.8% | -3.6% |
| YTD | +2.2% | +64.9% | -62.7% | -6.3% |
| 1Y | +4.8% | +66.0% | -61.3% | -4.3% |
| 3Y | +56.3% | +57.7% | -1.4% | +39.8% |
| All | +74.5% | +55.5% | +19.0% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling